AMD ROCm Finance documentation

AMD ROCm Finance documentation#

2025-12-15

1 min read time

Applies to Linux

Within the ROCm ecosystem, the AMD ROCm Finance toolkit (ROCm-Finance) includes production‑ready support for industry‑leading Gradient Boosting Machine (GBM) libraries for high-performance finance use cases: microsoft/LightGBM and Xtra-Computing/ThunderGBM.

LightGBM

ThunderGBM

Finance use cases

  • Portfolio optimization

  • Time-series forecasting

  • Market-microstructure analysis

  • High-frequency trading

  • Large-scale scenario simulations

Best for

Large datasets

GPU-intensive tasks

Tree growth strategy

Leaf-wise

Level-wise (GPU)

Categorical feature handling

Manual + binning

Manual encoding

Overfitting control

L1/L2 + sampling

Regularization

These libraries are accelerated on AMD Instinct GPUs through optimized ROCm libraries, leveraging the latest AMD GPU architectures. ROCm enablement of these libraries introduces optimized kernels, memory‑management enhancements, and seamless multi‑GPU scaling, delivering performance gains over CPU-only baselines in intensive workloads.

The ROCm-Finance source code is hosted on GitHub at ROCm/ROCm-Finance.

ROCm-Finance documentation is organized into the following categories:

Install
Components
Tutorial